Last Update: 23 Aug 2019 4:15 GMT+0
The Canada 10Y Government Bond has a 1.290% yield.
10 Years vs 2 Years bond spread is -18.1 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 27.70 and implied probability of default is 0.46%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -12.9 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -13.7 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -18.1 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 27.70 | -1.07 % | +0.73 % | -3.82 % | 0.46 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.700% | +6.5 bp | +6.0 bp | ||||||
| 2 months | 1.620% | -2.0 bp | -4.0 bp | ||||||
| 3 months | 1.630% | -2.0 bp | -5.0 bp | ||||||
| 6 months | 1.640% | -5.5 bp | -10.5 bp | ||||||
| 1 year | 1.600% | -7.0 bp | -19.5 bp | 98.43 | +0.07 % | +0.19 % | |||
| 2 years | 1.471% | +2.3 bp | -30.8 bp | 97.12 | -0.05 % | +0.61 % | |||
| 3 years | 1.426% | -1.2 bp | -36.0 bp | 95.84 | +0.03 % | +1.07 % | |||
| 4 years | 1.388% | -3.2 bp | -41.2 bp | 94.64 | +0.13 % | +1.64 % | |||
| 5 years | 1.334% | -6.3 bp | -46.4 bp | 93.59 | +0.31 % | +2.31 % | |||
| 7 years | 1.317% | -12.7 bp | -52.0 bp | 91.25 | +0.88 % | +3.65 % | |||
| 10 years | 1.290% | -20.1 bp | -60.1 bp | 87.97 | +2.01 % | +6.09 % | |||
| 20 years | 1.489% | -20.2 bp | -61.1 bp | 74.41 | +4.06 % | +12.76 % | |||
| 30 years | 1.521% | -21.5 bp | -62.2 bp | 63.58 | +6.55 % | +20.12 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.290% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 193.1 bp | +9.2 | +12.9 | ||
| France 10Y | 164.7 bp | +6.8 | +27.4 | ||
| Japan 10Y | 152.8 bp | -10.9 | -40.3 | ||
| Spain 10Y | 112.8 bp | +4.5 | +42.1 | ||
| United Kingdom 10Y | 77.1 bp | -3.2 | +4.0 | ||
| Australia 10Y | 31.2 bp | +14.1 | +50.2 | ||
| Italy 10Y | -1.5 bp | +9.7 | +96.9 | ||
| United States 10Y | -34.7 bp | +23.4 | +41.6 | ||
| China 10Y | -178.2 bp | -11.1 | -52.5 | ||
| India 10Y | -528.0 bp | -30.7 | +43.4 | ||
| Russia 10Y | -591.0 bp | -12.1 | +62.9 | ||
| Brazil 10Y | -592.5 bp | -18.6 | +111.4 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.521% | 63.58 | 87.52 | 135.41 | 183.30 | 231.19 | 279.08 | |
| 20 years | 1.489% | 74.41 | 91.60 | 125.97 | 160.34 | 194.72 | 229.09 | |
| 10 years | 1.290% | 87.97 | 97.30 | 115.95 | 134.60 | 153.25 | 171.90 | |
| 7 years | 1.317% | 91.25 | 97.89 | 111.18 | 124.47 | 137.77 | 151.06 | |
| 5 years | 1.334% | 93.59 | 98.39 | 108.01 | 117.62 | 127.23 | 136.84 | |
| 4 years | 1.388% | 94.64 | 98.50 | 106.23 | 113.96 | 121.69 | 129.42 | |
| 3 years | 1.426% | 95.84 | 98.76 | 104.59 | 110.42 | 116.26 | 122.09 | |
| 2 years | 1.471% | 97.12 | 99.08 | 102.99 | 106.91 | 110.82 | 114.73 | |
| 1 year | 1.600% | 98.43 | 99.41 | 101.38 | 103.35 | 105.31 | 107.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||